+166.1%
RF vs BBIO
+155.8%
+10.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.9% | +5.4% | -3.5% | +1.4% |
| 30D | +7.3% | +20.6% | -13.2% | +5.1% |
| 3M | -7.9% | -3.6% | -4.3% | -7.7% |
| 6M | +10.5% | +14.1% | -3.6% | +8.4% |
| YTD | +9.6% | +2.4% | +7.3% | +8.3% |
| 1Y | +20.3% | +20.4% | -0.1% | +16.6% |
| 3Y | +119.5% | +184.5% | -65.0% | +88.4% |
| 5Y | +48.2% | +63.5% | -15.3% | +16.8% |
| All | +166.1% | +155.8% | +10.3% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling